ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 30-Apr-2014

Day Change Summary
	Previous	Current
	29-Apr-2014	30-Apr-2014	Change	Change %	Previous Week
Open	123-290	124-005	0-035	0.1%	123-230
High	124-020	124-145	0-125	0.3%	124-100
Low	123-220	123-260	0-040	0.1%	123-160
Close	124-000	124-135	0-135	0.3%	124-020
Range	0-120	0-205	0-085	70.8%	0-260
ATR	0-158	0-162	0-003	2.1%	0-000
Volume	1,129,567	1,531,195	401,628	35.6%	4,839,848

Daily Pivots for day following 30-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-048	125-297	124-248
R3	125-163	125-092	124-191
R2	124-278	124-278	124-173
R1	124-207	124-207	124-154	124-242
PP	124-073	124-073	124-073	124-091
S1	124-002	124-002	124-116	124-038
S2	123-188	123-188	124-097
S3	122-303	123-117	124-079
S4	122-098	122-232	124-022

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-127	126-013	124-163
R3	125-187	125-073	124-092
R2	124-247	124-247	124-068
R1	124-133	124-133	124-044	124-190
PP	123-307	123-307	123-307	124-015
S1	123-193	123-193	123-316	123-250
S2	123-047	123-047	123-292
S3	122-107	122-253	123-268
S4	121-167	121-313	123-197

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-145	123-190	0-275	0.7%	0-149	0.4%	96%	True	False	1,244,534
10	124-205	123-160	1-045	0.9%	0-154	0.4%	81%	False	False	1,080,336
20	125-025	122-225	2-120	1.9%	0-166	0.4%	72%	False	False	1,210,013
40	125-025	122-225	2-120	1.9%	0-164	0.4%	72%	False	False	1,237,891
60	125-065	122-225	2-160	2.0%	0-163	0.4%	69%	False	False	974,599
80	125-065	121-120	3-265	3.1%	0-158	0.4%	80%	False	False	731,415

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	127-056
2.618	126-042
1.618	125-157
1.000	125-030
0.618	124-272
HIGH	124-145
0.618	124-067
0.500	124-042
0.382	124-018
LOW	123-260
0.618	123-133
1.000	123-055
1.618	122-248
2.618	122-043
4.250	121-029

Fisher Pivots for day following 30-Apr-2014
Pivot	1 day	3 day
R1	124-104	124-098
PP	124-073	124-060
S1	124-042	124-022

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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